Some Exponential Inequalities for Negatively Orthant Dependent Random Variables

• 作者: Xue-jun WANG Shu-he HU
• 来源期刊: 应用数学学报（英文版）
• 年，卷（期）: 2020,（4）
• 页码范围: 847-856
• 页数: 10页
• 语种: 英文

摘要

In the paper,we establish some exponential inequalities for non-identically distributed negatively orthant dependent(NOD,for short)random variables.In addition,we also establish some exponential inequal-ities for the partial sum and the maximal partial sum of identically distributed NOD random variables.As an application,the Kolmogorov strong law of large numbers for identically distributed NOD random variables is obtained.Our results partially generalize or improve some known results.